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lpacf

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

v1.0.2 · Aug 21, 2025 · GPL-2

Description

Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.

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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

depends

Dependency Network

Dependencies Reverse dependencies locits wavethresh forecastLSW lpacf

Version History

new 1.0.2 Mar 10, 2026
updated 1.0.2 ← 1.0.1 diff Aug 21, 2025
updated 1.0.1 ← 1.0 diff May 11, 2023
new 1.0 Apr 13, 2023